First of all, you need to know that Xenosaga is almost more of an experience than a game. Think of it like a book where the whole story is set up for you and you play out the major scenes.
I, personally, found all three games to be vastly enjoyable. To address your concerns, no the footsteps don't stop, but they are less noticable if you use chaos, MOMO, or Jin as your party leader. The music in the third game is very forgettable unfortunately, and it's a shame they changed after the first game which had excellent music.
The most important thing to remember about this game is to relax and enjoy it. It's not a fast paced action game, it's a full story novel. It's not Coors Light, it's a delicate Chardonnay. Just don't be in a hurry and you should enjoy it just fine.
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